Panel data from time series of cross-sections
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(71)- Strong consistency of LS estimators in simple linear EV regression models with WOD errors
- Strong consistency of LS estimator in simple linear EV regression models
- Complete \(f\)-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications
- Panel design effects on response rates and response quality
- Consistency for the LS estimator in the linear EV regression model with replicate observations
- Estimating dynamic models from repeated cross-sections
- Product diversification, production systems, and economic performance in U.S. agricultural production
- Estimating labour market transitions and continuations using repeated cross sectional data
- Instrumental variable estimation based on grouped data
- The loglog law for LS estimator in simple linear EV regression models
- Modeling movements in individual consumption: a time-series analysis of grouped data
- Convergence rate for LS estimator in simple linear EV regression models
- On consistency of LS estimators in the errors-in-variable regression model
- Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables
- Estimating the probability of leaving unemployment using uncompleted spells from repeated cross-section data
- The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models
- Some limit behaviors for the LS estimator in simple linear EV regression models
- Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments
- Identification and estimation of dynamic models with a time series of repeated cross-sections
- Grouped-data estimation and testing in simple labor-supply models
- Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models
- A multilevel model with autoregressive components for the analysis of tribal art prices
- Complete convergence for weighted sums of i.i.d. random variables with applications in regression estimation and EV model
- Strong law of large numbers for weighted sums of random variables and its applications in EV regression models
- Estimating dynamic models from time series of independent cross-sections
- Convergence rates in the weak law of large numbers for weighted sums of i.i.d. random variables and applications in errors-in-variables models
- Efficient estimation and inference in linear pseudo-panel data models
- Analysis of pseudo-panel data with dependent samples
- Complete and complete moment convergence with applications to the EV regression models
- MDP for estimators in EV regression models with α-mixing errors
- Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors
- A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections
- Strong convergence for weighted sums of \((\alpha, \beta)\)-mixing random variables and application to simple linear EV regression model
- Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations
- Asymptotic properties for LS estimators in EV regression model with dependent errors
- Asymptotic normality of LS estimators in the simple linear EV regression model with PA errors
- Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models
- Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors
- Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors
- Wage dispersion, returns to skill, and black-white wage differentials
- Distribution of preferences and measurement errors in a disaggregated expenditure system
- Unbalanced panel data: a survey
- Random weighting \(M\)-estimation for linear errors-in-variables models
- Strong and weak consistency of least squares estimators in simple linear EV regression models
- Complete $f$-Moment Convergence for Randomly Weighted Sums of Extended Negatively Dependent Random Variables and Its Statistical Application
- Complete \(f\)-moment convergence for arrays of random variables and its applications in semiparametric and EV regression models
- Precautionary savings, illiquid assets, and the aggregate consequences of shocks to household income risk
- Complete q-th moment convergence for the maximum of partial sums of m-negatively associated random variables and its application to the EV regression model*
- Some limit behaviors for linear EV model with replicate observations
- Asymptotic properties of LS estimators in the errors-in-variables model with MD errors
- Complete convergence for weighted sums of NSD random variables and its application in the EV regression model
- Pseudo Panel Data Models With Cohort Interactive Effects
- Moderate deviations for LS estimator in simple linear EV regression model
- Asymptotic theory for heterogeneous dynamic pseudo-panels
- Weak convergence for weighted sums of a class of random variables with related statistical applications
- Micro and macro resilience measures of an economic crisis
- Weighted version of strong law of large numbers for a class of random variables and its applications
- Strong convergence for weighted sums of WOD random variables and its application in the EV regression model.
- Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with \(\alpha\)-mixing errors
- Law enforcement, the price of cocaine and cocaine use
- Assessing maths learning gaps using Italian longitudinal data
- The convergence properties for randomly weighted sums of widely negative dependent random variables under sub-linear expectations with related statistical applications
- Complete \(f\)-moment convergence for Sung's type weighted sums and its application to the EV regression models
- Cross-section versus time-series income elasticities of Canadian consumption
- Minimax-regret sample design in anticipation of missing data, with application to panel data
- Convergence rate for weighted sums of ψ-mixing random variables and applications
- Complete f -moment convergence for m -asymptotic negatively associated random variables and related statistical applications
- Strong convergence for weighted sums of widely orthant dependent random variables and applications
- Asymptotic for LS estimators in the EV regression model for dependent errors
- Efficiency of repeated-cross-section estimators in fixed-effects models
- Changes in relative wages in the 1980s: Returns to observed and unobserved skills and black-white wage differentials
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